esgin: DATA: ESG scenario generation input
In nathanesau/StocVal: Values embedded options in DB pension plan.
Description
Usage
Format
Details
Description
Input parameters for ESG scenario generation containing
Interest Rate - b, Interest Rate - tau, Equity Risk premium (0 since risk neutral),
Credit Spread - b, Credit Spread - tau, # of scenarios, projection years,
random number seed
Usage
1
Format
1D vector with 8 elements
Details
Interest Rate - b is from srinput;
Interest Rate - tau is from srinput;
Equity Risk Premium is from rpi;
Credit Spread - b is from crspinput;
Credit Spread - tau is from crspinput;
# of scenarios is from srinput;
projection years is from srinput;
Random number seed is from srinput
nathanesau/StocVal documentation built on May 23, 2019, 12:18 p.m.
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Description Usage Format Details
Description
Input parameters for ESG scenario generation containing Interest Rate - b, Interest Rate - tau, Equity Risk premium (0 since risk neutral), Credit Spread - b, Credit Spread - tau, # of scenarios, projection years, random number seed
Usage
1 |
Format
1D vector with 8 elements
Details
Interest Rate - b is from srinput; Interest Rate - tau is from srinput; Equity Risk Premium is from rpi; Credit Spread - b is from crspinput; Credit Spread - tau is from crspinput; # of scenarios is from srinput; projection years is from srinput; Random number seed is from srinput
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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